Anic Equity¶

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Total return since start: 0.718 %¶

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Equity now: -----------------------------> 52490.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: -0.121 %¶

This Week¶

Return: -1.114 %¶

Total portfolio value¶

Return including deposits: 71.79 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 5.880000 4573.800000 253.800000 5.880000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 4.450000 666.400000 27.400000 4.290000 638.999984
NCC B 7 2.880000 663.600000 9.600000 1.470000 653.999997
SynAct Pharma 9 0.840000 650.700000 5.700000 0.880000 645.000003
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
BONESUPPORT HOLDING 10 -0.080000 1224.000000 0.000000 0.000000 1224.000000
Addnode Group B 6 -0.160000 748.800000 -1.200000 -0.160000 750.000000
Sdiptech B 3 1.330000 820.800000 -1.200000 -0.150000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Investor B 3 -0.320000 653.400000 -2.100000 -0.320000 655.500000
Addtech B 3 0.090000 697.800000 -2.200000 -0.310000 699.999999
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Latour B 2 0.090000 445.800000 -3.200000 -0.710000 449.000000
Embracer Group B 26 1.260000 658.320000 -3.680000 -0.560000 661.999988
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Biotage 4 -1.060000 597.600000 -5.400000 -0.900000 603.000000
Eastnine 6 -1.460000 649.200000 -7.800000 -1.190000 657.000000
Humana 40 0.360000 664.000000 -10.000000 -1.480000 674.000000
Indutrade 5 -0.460000 1307.000000 -13.000000 -0.980000 1320.000000
Fortnox 10 -0.920000 649.000000 -19.000000 -2.840000 668.000000
Lime Technologies 2 4.590000 570.000000 -23.000000 -3.880000 593.000000
Vitrolife 3 -1.100000 646.200000 -30.800000 -4.550000 677.000001
Volati 5 0.370000 542.000000 -32.000000 -5.570000 574.000000
Xvivo Perfusion 3 -2.000000 807.000000 -38.000000 -4.500000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Creades A 7 -8.510000 560.350000 -50.650000 -8.290000 610.999998
Ambea 68 -0.760000 2482.000000 -55.000000 -2.170000 2537.000032
Investor A 16 -0.460000 3488.000000 -57.000000 -1.610000 3545.000000
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 20 0.420000 3830.000000 -86.000000 -2.200000 3916.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 46110.120000 -612.480000 -1.21475% 46722.599938

Updated:¶

'2023-06-09 16:13:07.139295'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶